+64.5%
FBTC vs BNS
+120.2%
-55.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | +22.0% | +3.5% | +18.6% | +18.8% |
| 3M | +21.6% | +14.1% | +7.6% | +9.1% |
| 6M | +9.2% | +33.8% | -24.5% | -14.8% |
| YTD | -11.8% | +29.5% | -41.2% | -29.2% |
| 1Y | -32.7% | +48.4% | -81.1% | -52.0% |
| All | +64.5% | +120.2% | -55.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling